Wi-Fi security isn't very secure at all, but if your access point is more secure than others, evil-doing crackers are more likely to move on. In the spirit of "best of what's offered" security, most wireless access points are set to use WEP encryption to password their connections, but WPA (supported on most modern routers and computers) is less easy to crack than WEP. To switch to WPA, on your access point's administration page, change the security level and set your WPA passphrase to something long and difficult to crack.
Wireless Data and Voice Communications Security Solutions